+377.5%
META vs EQX
+176.1%
+201.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.3% | +3.2% | +2.9% |
| 7D | +5.2% | -10.5% | +15.7% | +6.2% |
| 30D | -13.0% | +0.2% | -13.2% | -13.1% |
| 3M | +7.9% | -7.9% | +15.9% | +8.4% |
| 6M | +4.2% | -28.6% | +32.9% | +6.7% |
| YTD | -2.5% | -26.3% | +23.7% | -1.3% |
| 1Y | +5.6% | -20.2% | +25.8% | +6.1% |
| 3Y | +96.8% | +131.1% | -34.3% | +73.9% |
| 5Y | +90.0% | +21.7% | +68.4% | +68.0% |
| All | +377.5% | +176.1% | +201.4% | +400.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EQX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling